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Using diffrax to integrate system dynamics for Model Predictive Control #393
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Yup, this sounds exactly like what Diffrax is for. You might also find this example a useful reference for how to insert the control input Touching on your other points:
I hope that helps! |
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Diffrax docs' Kalman Filter Example encouraged me to apply diffrax to other linear-quadratic control problems, such as the following
essentially finding the optimal control$u$ over a prediction horizon $T$ discretized into $N$ segments.
Diffrax seems like a good fit for solving the IVP$\dot{x}(t) = f(x(t), u(t)),\ x(0) = x_{init}$ over the prediction horizon to compute $x_{0,\ldots,N}$ . In this case...
Heun
already has an embedded error estimator)interpolate_us
in the KF exampleControlTerm
is useful hereIs diffrax the right tool for this job? Is yes, what is the best approach; Are there any idioms?
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